+56.0%
ILMN vs MAS
+219.8%
-163.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.4% | -4.7% | -6.6% |
| 7D | -28.3% | +4.6% | -32.8% | -29.9% |
| 30D | -24.0% | +19.9% | -43.8% | -30.5% |
| 3M | +4.1% | +8.9% | -4.8% | -0.9% |
| 6M | +49.6% | +20.2% | +29.4% | +34.2% |
| YTD | +58.6% | +33.9% | +24.7% | +32.1% |
| 1Y | +69.9% | +34.7% | +35.2% | +40.9% |
| 3Y | +82.9% | +60.4% | +22.5% | +37.3% |
| 5Y | -47.6% | +43.5% | -91.1% | -59.4% |
| All | +56.0% | +219.8% | -163.8% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling